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Cloning mutual fund returns
Auer, Benjamin R.; Schuhmacher, Frank; Niemann, Sebastian - In: The quarterly review of economics and finance : journal … 90 (2023), pp. 31-37
Persistent link: https://www.econbiz.de/10014431851
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Performance hypothesis testing with the sharpe ratio : the case of hedge funds
Auer, Benjamin R.; Schuhmacher, Frank - In: Finance research letters 10 (2013) 4, pp. 196-208
Persistent link: https://www.econbiz.de/10010252332
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Robust evidence on the similarity of Sharpe ratio and drawdown-based hedge fund performance rankings
Auer, Benjamin R.; Schuhmacher, Frank - In: Journal of international financial markets, … 24 (2013), pp. 153-165
Persistent link: https://www.econbiz.de/10009726414
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Do socially (ir)responsible investments pay? : new evidence from international ESG data
Auer, Benjamin R.; Schuhmacher, Frank - In: The quarterly review of economics and finance : journal … 59 (2016), pp. 51-62
Persistent link: https://www.econbiz.de/10011627204
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On the benefits of active stock selection strategies for diversified investors
Stadtmüller, Immo; Auer, Benjamin R.; Schuhmacher, Frank - In: The quarterly review of economics and finance : journal … 85 (2022), pp. 342-354
Persistent link: https://www.econbiz.de/10013336298
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Wertpapier-Hedge-Fonds aus Sicht der Prinzipal-Agenten-Theorie
Schuhmacher, Frank - In: Sparkasse : Manager-Magazin für die Sparkassen-Finanzgruppe 118 (2001) 6, pp. 278-282
Persistent link: https://www.econbiz.de/10001609289
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Can consumption-based asset pricing models explain the cross-section of investment funds returns?
Auer, Benjamin R. - In: Applied financial economics 21 (2011) 16/18, pp. 1273-1279
Persistent link: https://www.econbiz.de/10009348290
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Should hedge funds be cautious reporting high returns?
Auer, Benjamin R. - In: Research in international business and finance 30 (2014), pp. 195-201
Persistent link: https://www.econbiz.de/10010390267
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Pure return persistence, Hurst exponents and hedge fund selection : a practical note
Auer, Benjamin R. - In: The journal of asset management 17 (2016) 5, pp. 319-330
Persistent link: https://www.econbiz.de/10011634661
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The low return distortion of the Sharpe ratio
Auer, Benjamin R. - In: Financial markets and portfolio management 27 (2013) 3, pp. 299-306
Persistent link: https://www.econbiz.de/10009780275